A class of Fourier multipliers on starlike Lipschitz surfaces

In this paper, we consider a class of Fourier multipliers whose symbols are controlled by a polynomial on starlike Lipschitz surfaces and get the L² boundedness of these operators on Sobolev spaces and their endpoint estimates.     

Unimodular Fourier multipliers for modulation spaces

We investigate the boundedness of unimodular Fourier multipliers on modulation spaces. Surprisingly, the multipliers with general symbol eiα|ξ|, where α∈[0,2], are bounded on all modulation spaces, but, in general, fail to be bounded on the usual Lp-spaces. As a consequence, the phase-space concentration of the solutions to the free Schrödinger and wave equations are preserved. As a byproduct, we also obtain boundedness results on modulation spaces for singular multipliers |ξ|^−δsin(α|ξ|) for 0?δ?α.     

The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes

By using a method of truncation, we derive the closed form of the Segal-Bargmann transform of Lévy white noise functionals associated with a Lévy process with the Lévy spectrum without the moment condition. Besides, a sufficient and necessary condition to the existence of Lévy stochastic integrals is obtained.     

Fourier multipliers and spectral measures in Banach function spaces

It is classical that amongst all spaces L^p (G), 1 ≤ p ≤ ∞, for , or say, only L² (G) (that is, p = 2) has the property that every bounded Borel function on the dual group Γ determines a bounded Fourier multiplier operator in L² (G). Stone’s theorem asserts that there exists a regular, projection-valued measure (of operators on L² (G)), defined on the Borel sets of Γ, with Fourier-Stieltjes transform equal to the group of translation operators on L² (G); this fails for every p ≠ 2. We show that this special status of L² (G) amongst the spaces L^p (G), 1 ≤ p ≤ ∞, is actually more widespread; it continues to hold in a much larger class of Banach function spaces defined over G (relative to Haar measure).      

Characterization of dependence of multidimensional Lévy processes using Lévy copulas

This paper suggests Lévy copulas in order to characterize the dependence among components of multidimensional Lévy processes. This concept parallels the notion of a copula on the level of Lévy measures. As for random vectors, a version of Sklar's theorem states that the law of a general multivariate Lévy process is obtained by combining arbitrary univariate Lévy processes with an arbitrary Lévy copula. We construct parametric families of Lévy copulas and prove a limit theorem, which indicates how to obtain the Lévy copula of a multivariate Lévy process X from the ordinary copula of the random vector X_t for small t.     

Nonparametric estimation and testing time-homogeneity for processes with independent increments

We consider a nonparametric estimation problem for the Lévy measure of time-inhomogeneous process with independent increments. We derive the functional asymptotic normality and efficiency, in an ℓ^∞-space, of generalized Nelson–Aalen estimators. Also we propose some asymptotically distribution free tests for time-homogeneity of the Lévy measure. Our result is a fruit of the empirical process theory and the martingale theory.     

傅里叶变换中一个含参变量广义积分的计算

本文利用含参变量广义积分计算中常用的求导和变量替换等技巧等给出了傅里叶变换中一个重要的含参变量广义积分的计算方法.     

Mortality modelling with Lévy processes

This paper addresses the modelling of human mortality by the aid of doubly stochastic processes with an intensity driven by a positive Lévy process. We focus on intensities having a mean reverting stochastic component. Furthermore, driving Lévy processes are pure jump processes belonging to the class of α-stable subordinators. In this setting, expressions of survival probabilities are inferred, the pricing is discussed and numerical applications to actuarial valuations are proposed.     

Randomly weighted self-normalized Lévy processes

Let (_Ut,_Vt)$(U_t,V_t)$ be a bivariate Lévy process, where _Vt$V_t$ is a subordinator and _Ut$U_t$ is a Lévy process formed by randomly weighting each jump of _Vt$V_t$ by an independent random variable _Xt$X_t$ having cdf F$F$. We investigate the asymptotic distribution of the self-normalized Lévy process _Ut/_Vt$U_t/V_t$ at 0 and at ∞$\infty$. We show that all subsequential limits of this ratio at 0 (∞$\infty$) are continuous for any nondegenerate F$F$ with finite expectation if and only if _Vt$V_t$ belongs to the centered Feller class at 0 (∞$\infty$). We also characterize when _Ut/_Vt$U_t/V_t$ has a non-degenerate limit distribution at 0 and ∞$\infty$.     

Fourier multipliers on weighted -spaces

In his 1986 paper in the Rev. Mat. Iberoamericana, A. Carbery proved that a singular integral operator is of weak type on if its lacunary pieces satisfy a certain regularity condition. In this paper we prove that Carbery's result is sharp in a certain sense. We also obtain a weighted analogue of Carbery's result. Some applications of our results are also given.

     

Symmetrization of Lévy processes and applications

It is shown that many of the classical generalized isoperimetric inequalities for the Laplacian when viewed in terms of Brownian motion extend to a wide class of Lévy processes. The results are derived from the multiple integral inequalities of Brascamp, Lieb and Luttinger but the probabilistic structure of the processes plays a crucial role in the proofs.     

Constructions of coupling processes for Lévy processes

We construct optimal Markov couplings of Lévy processes, whose Lévy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by reflection.     

Canonical Lévy process and Malliavin calculus

A suitable canonical Lévy process is constructed in order to study a Malliavin calculus based on a chaotic representation property of Lévy processes proved by Itô using multiple two-parameter integrals. In this setup, the two-parameter derivative _Dt,x$D_{t,x}$ is studied, depending on whether x=0$x=0$ or x≠0$x\ne 0$; in the first case, we prove a chain rule; in the second case, a formula by trajectories.     

A priori estimates for higher order multipliers on a circle

We present an elementary proof of an a priori estimate of Bourgain for a general class of multipliers on a circle using an extension of methods developed in our previous work. The main tool is a suitable version of a counting argument of Zygmund for unbounded regions.

     

White noise analysis for Lévy processes

We construct a white noise theory for Lévy processes. The starting point of this theory is a chaos expansion for square integrable random variables. We use this approach to Malliavin calculus to prove the following white noise generalization of the Clark-Haussmann-Ocone formula for Lévy processes

     

A note on operator‐valued Fourier multipliers on Besov spaces

Let X be a Banach space. We show that each m : ? \ {0} → L (X ) satisfying the Mikhlin condition sup_{x ≠0}(‖m (x )‖ + ‖xm ′(x )‖) < ∞ defines a Fourier multiplier on B ^s _p,q (?; X ) if and only if 1 < p < ∞ and X is isomorphic to a Hilbert space; each bounded measurable function m : ? → L (X ) having a uniformly bounded variation on dyadic intervals defines a Fourier multiplier on B ^s _p,q (?; X ) if and only if 1 < p < ∞ and X is a UMD space. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

In this paper, a new class of backward doubly stochastic differential equations driven by Teugels martingales associated with a Lévy process satisfying some moment condition and an independent Brownian motion is investigated. We obtain the existence and uniqueness of solutions to these equations. A probabilistic interpretation for solutions to a class of stochastic partial differential integral equations is given.